Place onion mixture in a large bowl. Add mince, rosemary, olives, breadcrumbs, egg and tomato sauce; season with salt and black pepper. Mix well, using hands, until combined.

Line each loaf pan with a slice of prosciutto, overhanging the two long sides. Divide mince mixture into 8 portions and press into pans. Fold prosciutto over mixture, overlapping. Insert a rosemary sprig into top layer to secure.

Bake for 30 minutes. Cool in pans for 5 minutes. Drain off fat, then carefully lift loaves out onto a plate. Cool to room temperature.